INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.16
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 356.85 | 1.55 | -0.1 | 27.74 | 2,146 | 96 | 741 | |||||||||
| 14 Sept | 361.85 | 3.7 | 1.6 | 24.82 | 2,094 | 180 | 441 | |||||||||
| 17 Aug | 333.00 | 21.25 | 0 | 8.35 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 375 expiring on 30SEP2025
Delta for 375 CE is 0.17
Historical price for 375 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 27.74, the open interest changed by 96 which increased total open position to 741
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 3.7, which was 1.6 higher than the previous day. The implied volatity was 24.82, the open interest changed by 180 which increased total open position to 441
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.18
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 19.3 | -1.2 | 31.79 | 260 | 14 | 71 |
| 14 Sept | 361.85 | 16.6 | -6.3 | 30.88 | 154 | 5 | 95 |
| 17 Aug | 333.00 | 29.45 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.79
Historical price for 375 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 19.3, which was -1.2 lower than the previous day. The implied volatity was 31.79, the open interest changed by 14 which increased total open position to 71
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 16.6, which was -6.3 lower than the previous day. The implied volatity was 30.88, the open interest changed by 5 which increased total open position to 95
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
